Journal Article |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
A time-varying Granger causality analysis between water stock and green stocks using novel approaches |
0 |
0 |
2 |
3 |
0 |
0 |
3 |
4 |
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices |
1 |
1 |
2 |
8 |
7 |
14 |
40 |
76 |
An empirical analysis of the dynamic relationship between clean and dirty energy markets |
0 |
2 |
3 |
4 |
1 |
3 |
9 |
12 |
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
19 |
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets |
0 |
1 |
7 |
7 |
0 |
2 |
26 |
26 |
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events |
0 |
1 |
5 |
5 |
0 |
3 |
14 |
14 |
Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications |
0 |
0 |
4 |
6 |
2 |
6 |
36 |
47 |
Connectedness and directional spillovers in energy sectors: international evidence |
0 |
0 |
3 |
13 |
0 |
0 |
7 |
26 |
Consumer sentiments across G7 and BRICS economies: Are they related? |
1 |
1 |
1 |
1 |
2 |
4 |
4 |
4 |
Correction: Correlation and price spillover effects among green assets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Correlation structure between fiat currencies and blockchain assets |
1 |
3 |
8 |
8 |
3 |
6 |
16 |
16 |
Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht |
0 |
3 |
3 |
8 |
1 |
4 |
5 |
14 |
Cryptocurrencies and stock market indices. Are they related? |
1 |
3 |
10 |
131 |
4 |
11 |
45 |
548 |
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy |
0 |
1 |
2 |
2 |
0 |
4 |
8 |
9 |
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches |
0 |
0 |
8 |
14 |
2 |
3 |
24 |
35 |
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies |
1 |
2 |
5 |
39 |
3 |
5 |
17 |
116 |
Economic policy uncertainty: Persistence and cross-country linkages |
0 |
0 |
1 |
7 |
0 |
0 |
6 |
49 |
Economic sanctions sentiment and global stock markets |
0 |
1 |
9 |
9 |
0 |
8 |
27 |
27 |
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks |
0 |
0 |
9 |
10 |
3 |
14 |
48 |
53 |
Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors |
0 |
0 |
1 |
3 |
1 |
1 |
7 |
21 |
Extreme downside risk connectedness and portfolio hedging among the G10 currencies |
1 |
1 |
2 |
2 |
4 |
6 |
10 |
10 |
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications |
0 |
1 |
4 |
6 |
0 |
2 |
14 |
23 |
Financial stress spillover across Asian Countries |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis |
0 |
2 |
9 |
20 |
2 |
7 |
24 |
51 |
Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
7 |
Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions |
1 |
1 |
8 |
9 |
1 |
2 |
13 |
14 |
How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis |
1 |
4 |
10 |
19 |
2 |
7 |
29 |
61 |
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach |
0 |
0 |
3 |
5 |
0 |
0 |
5 |
18 |
Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain |
0 |
0 |
3 |
3 |
0 |
0 |
3 |
7 |
Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic |
0 |
0 |
2 |
17 |
0 |
1 |
15 |
72 |
Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks |
0 |
0 |
0 |
4 |
3 |
3 |
13 |
33 |
Monetary policy uncertainty and ESG performance across energy firms |
0 |
1 |
1 |
1 |
0 |
5 |
9 |
9 |
Non-linear approach to Random Walk Test in selected African countries |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
8 |
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis |
0 |
0 |
2 |
2 |
6 |
7 |
24 |
30 |
Persistence in US Treasury bonds |
0 |
0 |
2 |
5 |
0 |
1 |
8 |
18 |
Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence |
0 |
1 |
1 |
1 |
0 |
5 |
8 |
9 |
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks |
0 |
0 |
8 |
16 |
0 |
2 |
24 |
42 |
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak |
1 |
1 |
10 |
45 |
2 |
5 |
25 |
113 |
Re-examination of international bond market dependence: Evidence from a pair copula approach |
0 |
0 |
1 |
6 |
0 |
1 |
5 |
27 |
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas |
0 |
0 |
1 |
6 |
2 |
4 |
18 |
43 |
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis |
0 |
1 |
5 |
27 |
1 |
5 |
14 |
55 |
Return and volatility spillovers among oil price shocks and international green bond markets |
1 |
1 |
3 |
3 |
1 |
2 |
11 |
11 |
Risk synchronization in Australia stock market: A sector analysis |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks |
0 |
0 |
1 |
2 |
1 |
1 |
10 |
24 |
Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach |
0 |
0 |
2 |
5 |
1 |
3 |
9 |
16 |
Tail risk contagion across electricity markets in crisis periods |
0 |
1 |
5 |
12 |
0 |
5 |
26 |
39 |
Tail risk dependence, co-movement and predictability between green bond and green stocks |
1 |
1 |
4 |
12 |
1 |
2 |
8 |
28 |
Tail risk intersection between tech-tokens and tech-stocks |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
3 |
The connectedness in the world petroleum futures markets using a Quantile VAR approach |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
13 |
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia |
2 |
2 |
6 |
20 |
3 |
3 |
13 |
62 |
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
6 |
The influence of economic policy uncertainty shocks on art market |
0 |
0 |
2 |
5 |
0 |
1 |
10 |
19 |
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets |
0 |
0 |
1 |
2 |
0 |
1 |
8 |
19 |
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution |
0 |
2 |
2 |
13 |
0 |
2 |
5 |
53 |
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification |
0 |
0 |
1 |
10 |
0 |
1 |
6 |
33 |
Time-varying relationship between international monetary policy and energy markets |
0 |
0 |
3 |
3 |
1 |
1 |
10 |
10 |
U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging |
0 |
0 |
1 |
4 |
2 |
2 |
8 |
22 |
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
6 |
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
12 |
Volatility persistence in cryptocurrency markets under structural breaks |
0 |
0 |
0 |
18 |
0 |
3 |
18 |
130 |
Total Journal Articles |
13 |
39 |
191 |
600 |
67 |
187 |
784 |
2,293 |